On Mon, 10 May 2010, RAZIA HAIDER wrote:

Hi again ,
 
whatever i run it was in MLE window.
 
but when i try to run script in script command i have following problems:
 
open data2-1
scalar a = -0.5*log(2*pi)
scalar m=mean(vsat)
scalar mu=m/2
scalar sigma=m/mu

mle logl=a-log(sigma)-((vsat-mu)^2/2*sigma^2)
    params mu sigma
end mle --hessian
 
with this code error is "Failed to compute numerical Hessian"

The line

mle logl=a-log(sigma)-((vsat-mu)^2/2*sigma^2)

should read

mle logl=a-log(sigma)-((vsat-mu)^2/2*(sigma^2)).

Moreover, initialsing mu and sigma to sensible values is not a bad idea.

Finally, the --verbose switch is your friend :-)


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Universitą Politecnica delle Marche

r.lucchetti@univpm.it
http://www.econ.univpm.it/lucchetti
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